GENERALIZED SEMI-MARKOV DECISION-PROCESSES

被引：8

作者：

DOSHI, BT

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1979年 / 16卷 / 03期

关键词：

D O I：

10.2307/3213089

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Various authors have derived the necessary and sufficient conditions for optimality in semi-Markov decision processes in which the state remains constant between jumps. Similar results are presented here for a generalized semi-Markov decision process in which the state varies between jumps according to a Markov process with continuous sample paths. These results are specialized to a general storage model and an application to the service rate control in a GI/G/1 queue is indicated.

引用

页码：618 / 630

页数：13

共 14 条

[1] CONTINUOUS TIME MARKOVIAN SEQUENTIAL CONTROL PROCESSES [J].